Creating a ticker tape panel: Improved version
Creating a ticker tape panel: Improved version
How do you like the idea of reviving the basic version of our ticker tape panel? The first thing we will do is change the panel to be able to add an image, such as an asset logo or some other image, so that the user could quickly and easily identify the displayed symbol.
MQL5 Wizard techniques you should know (Part 05): Markov Chains
MQL5 Wizard techniques you should know (Part 05): Markov Chains
Markov chains are a powerful mathematical tool that can be used to model and forecast time series data in various fields, including finance. In financial time series modelling and forecasting, Markov chains are often used to model the evolution of financial assets over time, such as stock prices or exchange rates. One of the main advantages of Markov chain models is their simplicity and ease of use.
How to choose an Expert Advisor: Twenty strong criteria to reject a trading bot
How to choose an Expert Advisor: Twenty strong criteria to reject a trading bot
This article tries to answer the question: how can we choose the right expert advisors? Which are the best for our portfolio, and how can we filter the large trading bots list available on the market? This article will present twenty clear and strong criteria to reject an expert advisor. Each criterion will be presented and well explained to help you make a more sustained decision and build a more profitable expert advisor collection for your profits.
Learn how to design a trading system by MFI
Learn how to design a trading system by MFI
The new article from our series about designing a trading system based on the most popular technical indicators considers a new technical indicator - the Money Flow Index (MFI). We will learn it in detail and develop a simple trading system by means of MQL5 to execute it in MetaTrader 5.
Matrices and vectors in MQL5
Matrices and vectors in MQL5
By using special data types 'matrix' and 'vector', it is possible to create code which is very close to mathematical notation. With these methods, you can avoid the need to create nested loops or to mind correct indexing of arrays in calculations. Therefore, the use of matrix and vector methods increases the reliability and speed in developing complex programs.
Creating a ticker tape panel: Basic version
Creating a ticker tape panel: Basic version
Here I will show how to create screens with price tickers which are usually used to display quotes on the exchange. I will do it by only using MQL5, without using complex external programming.
Matrix Utils, Extending the Matrices and Vector Standard Library Functionality
Matrix Utils, Extending the Matrices and Vector Standard Library Functionality
Matrix serves as the foundation of machine learning algorithms and computers in general because of their ability to effectively handle large mathematical operations, The Standard library has everything one needs but let's see how we can extend it by introducing several functions in the utils file, that are not yet available in the library
Category Theory in MQL5 (Part 2)
Category Theory in MQL5 (Part 2)
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL5 community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that attracts comments and discussion while hopefully furthering the use of this remarkable field in Traders' strategy development.
Category Theory in MQL5 (Part 1)
Category Theory in MQL5 (Part 1)
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that attracts comments and discussion while hopefully furthering the use of this remarkable field in Traders' strategy development.
Population optimization algorithms: Fish School Search (FSS)
Population optimization algorithms: Fish School Search (FSS)
Fish School Search (FSS) is a new optimization algorithm inspired by the behavior of fish in a school, most of which (up to 80%) swim in an organized community of relatives. It has been proven that fish aggregations play an important role in the efficiency of foraging and protection from predators.
Learn how to design a trading system by Ichimoku
Learn how to design a trading system by Ichimoku
Here is a new article in our series about how to design a trading system b the most popular indicators, we will talk about the Ichimoku indicator in detail and how to design a trading system by this indicator.
DoEasy. Controls (Part 29): ScrollBar auxiliary control
DoEasy. Controls (Part 29): ScrollBar auxiliary control
In this article, I will start developing the ScrollBar auxiliary control element and its derivative objects — vertical and horizontal scrollbars. A scrollbar is used to scroll the content of the form if it goes beyond the container. Scrollbars are usually located at the bottom and to the right of the form. The horizontal one at the bottom scrolls content left and right, while the vertical one scrolls up and down.
MQL5 Cookbook — Services
MQL5 Cookbook — Services
The article describes the versatile capabilities of services — MQL5 programs that do not require binding graphs. I will also highlight the differences of services from other MQL5 programs and emphasize the nuances of the developer's work with services. As examples, the reader is offered various tasks covering a wide range of functionality that can be implemented as a service.
Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux
Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux
We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.
Population optimization algorithms: Grey Wolf Optimizer (GWO)
Population optimization algorithms: Grey Wolf Optimizer (GWO)
Let's consider one of the newest modern optimization algorithms - Grey Wolf Optimization. The original behavior on test functions makes this algorithm one of the most interesting among the ones considered earlier. This is one of the top algorithms for use in training neural networks, smooth functions with many variables.
Learn how to design a trading system by Alligator
Learn how to design a trading system by Alligator
In this article, we'll complete our series about how to design a trading system based on the most popular technical indicator. We'll learn how to create a trading system based on the Alligator indicator.
Non-linear indicators
Non-linear indicators
In this article, I will make an attempt to consider some ways of building non-linear indicators and their use in trading. There are quite a few indicators in the MetaTrader trading platform that use non-linear approaches.
Neural networks made easy (Part 32): Distributed Q-Learning
Neural networks made easy (Part 32): Distributed Q-Learning
We got acquainted with the Q-learning method in one of the earlier articles within this series. This method averages rewards for each action. Two works were presented in 2017, which show greater success when studying the reward distribution function. Let's consider the possibility of using such technology to solve our problems.
Magic of time trading intervals with Frames Analyzer tool
Magic of time trading intervals with Frames Analyzer tool
What is Frames Analyzer? This is a plug-in module for any Expert Advisor for analyzing optimization frames during parameter optimization in the strategy tester, as well as outside the tester, by reading an MQD file or a database that is created immediately after parameter optimization. You will be able to share these optimization results with other users who have the Frames Analyzer tool to discuss the results together.
Mountain or Iceberg charts
Mountain or Iceberg charts
How do you like the idea of adding a new chart type to the MetaTrader 5 platform? Some people say it lacks a few things that other platforms offer. But the truth is, MetaTrader 5 is a very practical platform as it allows you to do things that can't be done (or at least can't be done easily) in many other platforms.
Risk and capital management using Expert Advisors
Risk and capital management using Expert Advisors
This article is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures.
MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy
MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy
Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
DoEasy. Controls (Part 25): Tooltip WinForms object
DoEasy. Controls (Part 25): Tooltip WinForms object
In this article, I will start developing the Tooltip control, as well as new graphical primitives for the library. Naturally, not every element has a tooltip, but every graphical object has the ability to set it.
Learn how to design a trading system by Fractals
Learn how to design a trading system by Fractals
This article is a new one from our series about how to design a trading system based on the most popular technical indicators. We will learn a new indicator which Fractals indicator and we will learn how to design a trading system based on it to be executed in the MetaTrader 5 terminal.
DoEasy. Controls (Part 24): Hint auxiliary WinForms object
DoEasy. Controls (Part 24): Hint auxiliary WinForms object
In this article, I will revise the logic of specifying the base and main objects for all WinForms library objects, develop a new Hint base object and several of its derived classes to indicate the possible direction of moving the separator.
Neural networks made easy (Part 29): Advantage Actor-Critic algorithm
Neural networks made easy (Part 29): Advantage Actor-Critic algorithm
In the previous articles of this series, we have seen two reinforced learning algorithms. Each of them has its own advantages and disadvantages. As often happens in such cases, next comes the idea to combine both methods into an algorithm, using the best of the two. This would compensate for the shortcomings of each of them. One of such methods will be discussed in this article.
Neural networks made easy (Part 28): Policy gradient algorithm
Neural networks made easy (Part 28): Policy gradient algorithm
We continue to study reinforcement learning methods. In the previous article, we got acquainted with the Deep Q-Learning method. In this method, the model is trained to predict the upcoming reward depending on the action taken in a particular situation. Then, an action is performed in accordance with the policy and the expected reward. But it is not always possible to approximate the Q-function. Sometimes its approximation does not generate the desired result. In such cases, approximation methods are applied not to utility functions, but to a direct policy (strategy) of actions. One of such methods is Policy Gradient.